+176.8%
CB vs ZM
+55.9%
+120.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -1.8% |
| 7D | +0.5% | +2.9% | -2.5% | +0.6% |
| 30D | -3.1% | +0.7% | -3.8% | -3.0% |
| 3M | +9.0% | -3.7% | +12.6% | +8.9% |
| 6M | +2.9% | +29.9% | -27.0% | +3.9% |
| YTD | +10.1% | +17.4% | -7.3% | +10.9% |
| 1Y | +22.8% | +22.4% | +0.4% | +23.9% |
| 3Y | +73.8% | +41.3% | +32.5% | +76.7% |
| 5Y | +99.2% | -66.0% | +165.2% | +85.0% |
| All | +176.8% | +55.9% | +120.9% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling